Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Year of publication: |
March 2017
|
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Authors: | Kiviet, J. F. ; Pleus, Milan ; Poldermans, Rutger |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 5.2017, 1, p. 1-54
|
Subject: | cross-sectional heteroskedasticity | model specification strategy | Sargan-Hansen (incremental) tests | variants of t-tests | weighting matrices | Windmeijer-correction | Theorie | Theory | Panel | Panel study | Momentenmethode | Method of moments | Statistischer Test | Statistical test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics5010014 [DOI] hdl:10419/171913 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data ; c26 ; C52 - Model Evaluation and Testing ; J22 - Time Allocation and Labor Supply |
Source: | ECONIS - Online Catalogue of the ZBW |
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